Geodesics and curvature of the quotient-affine metrics on full-rank correlation matrices

DOI10.1007/978-3-030-80209-7_11MaRDI QIDQ2117832zbMATH OpenOpenAlexFDO

Authors Yann Thanwerdas, Xavier Pennec

Publication date 22 March 2022

Full work available at URL https://doi.org/10.1007/978-3-030-80209-7_11

zbMATH Keywords

Riemannian geometrycorrelation matricesquotient manifoldSPD matricesquotient-affine metric

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Special matrices (15Bxx)

Cites work

• scientific article; zbMATH DE number 3928102 (Why is no real title available?)
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• A Riemannian structure for correlation matrices
• Clustering in Hilbert's projective geometry: the case studies of the probability simplex and the elliptope of correlation matrices
• Riemannian geometry
• Simplicial faces of the set of correlation matrices
• Symplectic Geometry
• The fundamental equations of a submersion

Cited in

(8)

• Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks
• Geodesic of the Quotient-Affine Metrics on Full-Rank Correlation Matrices
• Anomaly detection of time series correlations via a novel Lie group structure
• Permutation-invariant log-Euclidean geometries on full-rank correlation matrices
• Introduction to Riemannian Geometry and Geometric Statistics: From Basic Theory to Implementation with Geomstats
• Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices
• Characterization of invariant inner products
• Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset

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